Correlation() with variable range

AFL Programming
2

Built-in Correlation() function requires Range to be scalar (constant number).

Variable period correlation can be coded as follows:

// Variable period correlation
function VarCorrelation( x, y, number )
{
    nom = MA( x * y, number ) - MA( x, number ) * MA( y, number );
    denom = sqrt( MA( x ^ 2, number ) - MA( x, number ) ^ 2 ) *
            sqrt( MA( y ^ 2, number ) - MA( y, number ) ^ 2 );
    return nom / denom;
}

BTW: Use [code] ... your formula [/code] tags !!! I fixed it again but why don’t you read How to use this site first?

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